A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas (Q2914947)
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scientific article; zbMATH DE number 6084829
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| English | A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas |
scientific article; zbMATH DE number 6084829 |
Statements
21 September 2012
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multiplier central limit theorem
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non-parametric estimation
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Pickands dependence function
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ranks
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A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas (English)
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0.8858368992805481
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0.8575676083564758
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0.8366897106170654
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0.8305809497833252
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0.8303054571151733
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